Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49144.14 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45082.6 Kr¶

PnL: ---------------------------------------> 26.6 Kr¶

DD now: ---------------------------------> -7.485 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:16:29.101966'

Anic Portfolio¶

Today¶

Return: -1.155 %¶

This Week¶

Return: -0.323 %¶

Total portfolio value¶

Return including deposits: 60.885 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.080000 1668.960000 199.960000 13.610000 1468.999998
Orrön Energy 180 -2.040000 2157.300000 114.300000 5.590000 2043.000000
Atrium Ljungberg B 5 -0.050000 994.500000 59.500000 6.360000 935.000000
Sagax B 4 0.530000 902.000000 48.000000 5.620000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.170000 1018.500000 38.500000 3.930000 980.000000
Catena 2 -1.290000 828.000000 36.000000 4.550000 792.000000
Hexatronic Group 12 -0.050000 1001.280000 34.280000 3.540000 966.999996
Platzer Fastigheter Holding B 12 -2.710000 992.400000 31.400000 3.270000 960.999996
JM 6 -1.260000 891.000000 27.000000 3.130000 864.000000
OX2 13 1.430000 968.500000 18.500000 1.950000 949.999999
Bilia A 8 -0.610000 910.400000 10.400000 1.160000 900.000000
Biotage 7 -0.660000 951.300000 10.300000 1.090000 940.999997
HEXPOL B 9 0.180000 1029.600000 8.600000 0.840000 1020.999996
Gränges 9 -1.150000 931.500000 3.500000 0.380000 927.999999
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
BioGaia B 8 -2.100000 930.400000 0.400000 0.040000 930.000000
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
Byggmax Group 33 -2.580000 948.420000 -7.580000 -0.790000 956.000001
Sedana Medical 93 -5.590000 2512.860000 -8.140000 -0.320000 2521.000011
Clas Ohlson B 12 -2.070000 963.600000 -9.400000 -0.970000 972.999996
ASSA ABLOY B 3 -1.650000 766.800000 -12.200000 -1.570000 779.000001
EQT 4 -2.300000 817.200000 -14.800000 -1.780000 832.000000
Alimak Group 11 -0.600000 913.000000 -15.000000 -1.620000 927.999996
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
Addnode Group B 11 -0.790000 894.850000 -26.150000 -2.840000 921.000003
INVISIO 16 1.110000 3656.000000 -33.000000 -0.890000 3689.000000
SKF B 5 -1.280000 906.500000 -33.500000 -3.560000 940.000000
Indutrade 5 -1.180000 1176.000000 -42.000000 -3.450000 1218.000000
Latour B 4 -0.640000 810.800000 -46.200000 -5.390000 857.000000
Vitec Software Group B 2 -3.680000 1020.000000 -67.000000 -6.160000 1087.000000
Bufab 3 -0.970000 1040.400000 -68.600000 -6.190000 1109.000001
BHG Group 97 -1.900000 1355.090000 -103.910000 -7.120000 1458.999989
Hexagon B 26 -2.800000 3337.100000 -123.900000 -3.580000 3461.000010
TOTAL 45082.600000 26.600000 -7.48529% 45056.000411

Updated:¶

'2023-07-05 15:16:45.999419'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶